Top 10% Institutions and Economists in the Field of Econometric Time Series, as of August 2017

What this page is about

This page is part of a larger set of rankings for research items, serial, individuals and institutions made available on this site. A FAQ is available. Additional detail specific to this particular ranking are:

Only authors registered with the RePEc Author Service are considered.
Only works listed on RePEc and claimed as theirs by registered authors are counted.
A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
Authors with multiple affiliations are attributed to each according to the weights they have set to each in their profile, or by default according to a formula described here.
Only institutions listed in EDIRC are counted.
Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
There are 7470 institutions with 50747 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Econometric Time Series, these are 718 authors affiliated with 1329 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometric Time Series

Rank	Institution	Score	Authors	Author shares
1	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	2	118	16.32
2	Stern School of Business, New York University (NYU) New York City, New York (USA)	2.82	58	2.66
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	3.38	57	14.36
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	3.39	48	1.4
4	Department of Economics, Duke University Durham, North Carolina (USA)	6.26	45	1.71
5	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	7.45	53	2.46
6	Singapore Management University Singapore, Singapore	8.22	39	5.65
7	Department of Economics, Boston University Boston, Massachusetts (USA)	9.28	58	1.82
---	School of Economics, Singapore Management University Singapore, Singapore	9.68	32	5.64
8	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	10.71	70	1.04
9	Department of Economics, University of Southern California Los Angeles, California (USA)	10.73	44	1.17
10	Monash Business School, Monash University Melbourne, Australia	11.25	148	10.86
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	13.04	31	10.82
11	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	14.75	49	1.96
12	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	16.9	37	1.15
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	17.11	3	0.45
13	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	17.87	21	0.37
14	Department of Economics, University of Washington Seattle, Washington (USA)	18.19	18	1.61
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	19.49	17	0.82
15	Økonomisk Institut, Københavns Universitet København, Denmark	19.96	71	5.02
16	Department of Economics and Related Studies, University of York York, United Kingdom	20.24	85	3.62
17	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	21.62	69	1.9
18	Essex Business School, University of Essex Colchester, United Kingdom	22.03	26	2.85
19	Department of Economics, Oxford University Oxford, United Kingdom	22.32	174	3.83
20	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	22.35	35	0.66
21	European Central Bank Frankfurt am Main, Germany	23.25	189	7.18
22	Economics Division, University of Southampton Southampton, United Kingdom	23.62	35	2.05
23	Business School, University of Auckland Auckland, New Zealand	30.23	23	0.34
24	Department of Economics, University of Chicago Chicago, Illinois (USA)	31.43	57	0.36
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	32.45	17	0.28
25	Economics Department, Michigan State University East Lansing, Michigan (USA)	34.37	49	1.2
26	Brookings Institution Washington, District of Columbia (USA)	36.99	31	0.2
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	38.28	12	0.2
27	Tinbergen Instituut Amsterdam, Netherlands	38.78	137	3.6
28	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	38.9	492	0.55
29	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	38.92	170	3.89
30	Department of Economics, New York University (NYU) New York City, New York (USA)	39.16	53	0.65
31	Economics Department, Queen's University Kingston, Canada	39.46	55	1.57
32	Department of Economics, Northwestern University Evanston, Illinois (USA)	41.34	37	0.42
33	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	43.03	26	1
34	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	43.12	18	1.19
35	Federal Reserve Bank of New York New York City, New York (USA)	43.98	78	2.07
36	Department of Economics, Indiana University Bloomington, Indiana (USA)	44.15	30	1.31
37	Centre de Recherche en Économie et Statistique (CREST) France	45.56	87	2.75
38	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	45.67	55	1.75
39	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	46.67	46	2.79
40	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	47.32	86	3.74
41	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	49.69	58	2.56
42	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	50.66	63	1.34
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	51.99	52	1.32
43	Economics Department, University of Michigan Ann Arbor, Michigan (USA)	52.15	64	0.47
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	52.37	36	1.63
44	Economics Department, University of Strathclyde Glasgow, United Kingdom	54.27	32	1.64
45	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	55.52	156	3.97
46	Università Commerciale Luigi Bocconi Milano, Italy	56.06	167	2.04
47	Economics Department, Yale University New Haven, Connecticut (USA)	56.73	50	0.48
48	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands	58.08	97	3.46
49	Department of Economics, University of California-Berkeley Berkeley, California (USA)	60.37	51	0.68
50	School of Economics and Finance, Queen Mary University of London London, United Kingdom	60.64	43	2.26
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	62.16	5	0.58
51	Department of Economics, McGill University Montréal, Canada	62.33	36	1.29
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	64.93	25	2.55
52	École des Sciences Économiques de Louvain, Université Catholique de Louvain Louvain-la-Neuve, Belgium	65.5	130	2.6
53	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	67.39	21	0.75
---	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain Louvain-la-Neuve, Belgium	68.1	66	2.4
54	Department of Economics, University College London (UCL) London, United Kingdom	68.45	76	1.28
55	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	70.84	23	2
56	Warwick Business School, University of Warwick Coventry, United Kingdom	71.67	28	2.66
57	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	72.92	28	1.61
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	77.41	60	1.04
58	Business School, University of Technology Sydney Sydney, Australia	77.43	81	1.79
59	Department of Economics, University of California-Riverside Riverside, California (USA)	78.86	25	1.38
60	Hoover Institution on War Revolution & Peace, Stanford University Stanford, California (USA)	79.53	12	0.1
61	Crawford School of Public Policy, Australian National University Canberra, Australia	81.45	156	0.88
62	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze Firenze, Italy	83.13	16	2.72
63	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	83.55	64	0.81
64	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	83.76	46	0.13
65	Department of Economics, Ohio State University Columbus, Ohio (USA)	84.17	38	1.9
---	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands	86.43	13	2.35
66	Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna Bologna, Italy	87.43	23	3.9
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	87.46	66	0.86
67	Department of Economics, University of Warwick Coventry, United Kingdom	88.32	72	1.25
---	Department of Economics, London Business School (LBS) London, United Kingdom	88.36	13	0.29
68	London Business School (LBS) London, United Kingdom	88.36	33	0.29
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	90.07	30	1.33
69	Department of Economics, Korea University Seoul, South Korea	90.38	25	1.15
70	Bank of Canada Ottawa, Canada	92.47	118	2.76
71	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	94.47	11	0.88
72	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	95.3	112	3.77
73	International Monetary Fund (IMF) Washington, District of Columbia (USA)	98.51	404	3.46
74	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	99.13	151	0.45
75	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	100.71	27	0.38
76	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	101.63	101	3.3
77	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	102.86	7	4.12
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	102.94	23	3.11
78	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	104.11	24	2.31
79	Department of Economics, Emory University Atlanta, Georgia (USA)	104.15	20	1.02
80	School of Business and Economics, Maastricht University Maastricht, Netherlands	104.42	96	3.13
81	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	106.51	13	0.31
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	106.59	63	3.28
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	106.83	87	2.87
82	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	107.86	43	1.91
83	College of Economics, Sogang University Seoul, South Korea	107.93	22	0.94
84	Toulouse School of Economics (TSE) Toulouse, France	109.9	164	1.12
85	Ekonomihögskolan, Lunds Universitet Lund, Sweden	110.45	95	1.16
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	110.45	66	1.16
86	Deutsche Bundesbank Frankfurt, Germany	111.53	105	3.45
87	Department of Economics, University of Toronto Toronto, Canada	111.98	63	1.06
88	School of Economics, University of Nottingham Nottingham, United Kingdom	112.97	89	1.44
89	Department of Economics, University of Birmingham Birmingham, United Kingdom	113.01	33	1.63
90	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	114.33	20	0.58
91	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	117.5	23	0.52
92	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	117.76	39	0.53
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	117.87	25	1.37
93	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	118.38	36	0.36
94	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	118.47	59	1.76
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	119.02	18	0.2
95	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	119.02	45	0.2
96	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	119.88	59	1.09
97	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	120.97	26	0.61
98	Economics Department, University of Essex Colchester, United Kingdom	122.26	46	2.09
99	Department of Economics, George Washington University Washington, District of Columbia (USA)	125.11	69	2.65
100	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	125.6	35	1.55
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	126.68	72	2.7
101	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	126.68	171	2.7
102	Rotman School of Management, University of Toronto Toronto, Canada	128.46	40	0.73
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	128.46	8	0.73
103	London School of Economics (LSE) London, United Kingdom	129.33	303	1.77
104	Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France	129.66	112	2.88
---	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France	129.66	97	2.88
105	Department of Economics, University of Houston Houston, Texas (USA)	130.16	22	0.91
106	Sveriges Riksbank Stockholm, Sweden	130.99	40	1.72
107	Athens University of Economics and Business (AUEB) Athens, Greece	132.69	73	2.63
108	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	133.18	10	0.29
109	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	134.12	17	1.87
110	Department of Quantitative Finance, National Tsing Hua University Hsin-Chu, Taiwan	136.23	12	0.58
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	136.45	6	2.05
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	138.17	17	0.4
111	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	138.17	39	0.4
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	138.29	6	1.47
112	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	139.13	44	0.46
113	Handelshögskolan, Örebro Universitet Örebro, Sweden	139.94	13	0.97
114	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	143.03	18	0.41
115	Economics Department, Brown University Providence, Rhode Island (USA)	143.81	58	0.97
116	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	144.18	10	0.83
117	Economics Department, Georgetown University Washington, District of Columbia (USA)	144.38	42	0.43
118	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands	146.82	30	0.65
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	147.95	13	0.34
119	Henley Business School, University of Reading Reading, United Kingdom	147.95	29	0.34
120	School of Economics and Management, Wuhan University Hubei, China	149.55	15	0.67
121	Management School, Lancaster University Lancaster, United Kingdom	150.4	58	1.71
122	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	150.85	72	1.55
123	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	151.07	95	3.45
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	155.98	34	0.31
124	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	156.13	54	0.52
125	DeGroote School of Business, McMaster University Hamilton, Canada	156.61	8	2.21
126	Business School, Deakin University Melbourne, Australia	156.93	57	2.03
127	Bank of England London, United Kingdom	160.41	182	4.78
128	Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn Bonn, Germany	161.11	1	0.5
129	Helsinki Center for Economic Research (HECER) Helsinki, Finland	162	19	1.02
130	Cass Business School, City University London, United Kingdom	163.05	39	0.68
131	Département de Sciences Économiques, Université de Montréal Montréal, Canada	165.78	33	0.86
132	Management School, University of Liverpool Liverpool, United Kingdom	167.92	26	1.78

Top 10% authors in the field of Econometric Time Series

Ranking of institutions
Ranking of authors
Details

Rank	Author	Score
1	Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) School of Economics, Singapore Management University, Singapore, Singapore	1.63
2	Robert F. Engle III Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)	2.39
3	Clive W. J. Granger †	4.24
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	4.86
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	6.33
6	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	7.86
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	8.56
8	M Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	8.71
9	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	12.72
10	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	14.54
11	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.08
12	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	15.23
13	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	16.58
14	Timo Teräsvirta Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	16.61
15	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	16.95
16	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	17.39
17	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	17.57
18	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	18.89
19	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	19.49
20	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	20.01
21	Helmut Lütkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	20.2
22	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	20.96
23	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	21.2
24	Pentti Saikkonen Helsinki Center for Economic Research (HECER), Helsinki, Finland	22.71
25	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	22.75
26	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	23.2
27	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	24.8
28	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	27.33
29	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	28.6
30	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	28.94
31	Halbert White †	28.97
32	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	29.62
33	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, Canberra, Australia	30.73
34	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	32.8
35	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	34.5
36	Siem Jan Koopman Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	35.32
37	Lutz Kilian Economics Department, University of Michigan, Ann Arbor, Michigan (USA)	37.78
38	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	38.68
39	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	39.48
40	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	42.27
41	Luc Bauwens Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve, Belgium	45.54
42	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	47.68
43	Morten Ørregaard Nielsen Economics Department, Queen's University, Kingston, Canada	49.59
44	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom	50.31
45	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	51.56
46	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	51.72
47	Massimiliano Marcellino Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy	51.77
48	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	51.96
49	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	52.98
50	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	54.31
51	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	56.51
52	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	57.4
53	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	58.34
54	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), France	58.35
55	Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan	60.23
56	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	61.94
57	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	62.62
58	Eric Ghysels Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	62.83
59	A. Ronald Gallant Department of Economics, Pennsylvania State University, State College, Pennsylvania (USA)	62.92
60	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	64.4
61	Giuseppe Cavaliere Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna, Bologna, Italy	66.16
62	In Choi College of Economics, Sogang University, Seoul, South Korea	66.55
63	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	66.75
64	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	67.54
65	James MacKinnon Economics Department, Queen's University, Kingston, Canada	69.23
66	Jean-Pierre Urbain †	69.56
67	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	69.79
68	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	70.62
69	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	70.65
70	Christopher F Baum Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	70.73
71	Badi H. Baltagi Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)	71.11

The data presented here is experimental. It is based on a limited sample of the research output in Economics and Finance. Only material catalogued in RePEc is considered. For any citation based criterion, only works that could be parsed by the CitEc project are considered. For any ranking of people, only those registered with the RePEc Author Service can be taken into account. And for rankings of institutions, only those listed in EDIRC and claimed as affiliation by the respective, registered authors can be measured. Thus, this list is by no means based on a complete sample. You can help making this more comprehensive by encouraging more publications to be listed (instructions) and more authors to register (form). For more details on the various rankings that are available as well for documentation, follow this link.

Credits:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel.

We do our best, but we cannot exclude errors.

Browse Econ Literature

More features

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of August 2017

What this page is about

The rankings

Top 10% institutions in the field of Econometric Time Series

Top 10% authors in the field of Econometric Time Series

More services and features

MyIDEAS

Author registration

Rankings

RePEc Genealogy

RePEc Biblio

MPRA

New papers by email

EconAcademics

Plagiarism

About RePEc

RePEc home

Blog

Help/FAQ

RePEc team

Participating archives

Privacy statement

Help us

Corrections

Volunteers

Get papers listed

Open a RePEc archive

Get RePEc data